+4.7%
WY vs RL
+347.1%
-342.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.6% |
| 7D | -5.1% | -4.4% | -0.7% | -3.7% |
| 30D | +9.0% | +5.6% | +3.5% | +6.7% |
| 3M | -16.7% | -0.6% | -16.1% | -16.9% |
| 6M | -10.3% | +15.5% | -25.7% | -16.0% |
| YTD | -10.5% | +12.3% | -22.8% | -16.1% |
| 1Y | -5.9% | +19.3% | -25.2% | -13.9% |
| 3Y | -24.7% | +255.5% | -280.3% | -57.7% |
| 5Y | -31.5% | +247.1% | -278.6% | -62.5% |
| 10Y | +4.7% | +346.0% | -341.3% | -50.2% |
| All | +4.7% | +347.1% | -342.4% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling